Cholesky Factorization (Not in Base Package)

Performs Cholesky factorization on A. You can use this polymorphic VI to perform Cholesky factorization on a real positive definite matrix or a complex positive definite matrix. The data type you wire to the A input determines the polymorphic instance to use. Details  Example

Real Cholesky Factorization

	A must be a positive definite matrix. If A is not positive definite, the VI returns an error code.
	Cholesky contains the factored, upper triangular matrix R.
	error returns any error or warning from the VI. You can wire error to the Error Cluster From Error Code VI to convert the error code or warning into an error cluster.

Complex Cholesky Factorization

	A must be a positive definite, complex matrix. If A is not positive definite, the VI returns an error code.
	Cholesky R contains the factored upper triangular matrix R.
	error returns any error or warning from the VI. You can wire error to the Error Cluster From Error Code VI to convert the error code or warning into an error cluster.

Cholesky Factorization Details

Real Cholesky Factorization

If the real square matrix A is positive definite, the following equation shows the factorization of A.

A = R^TR,

where R is an upper triangular matrix and R^T is the transpose of R.

Complex Cholesky Factorization

If the complex square matrix A is positive definite, the following equation shows the factorization of A.

A = R^HR,

where R is an upper triangular matrix and R^H is the complex conjugate transpose of R.

Example

Refer to the Linear Algebra Calculator VI in the labview\examples\analysis\linaxmpl.llb directory for an example of using the Cholesky Factorization VI.